Definition: Variance
Index: The Book of Statistical Proofs ▷ General Theorems ▷ Probability theory ▷ Variance ▷ Definition
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Metadata: ID: D12 | shortcut: var | author: JoramSoch | date: 2020-02-13, 19:55.
Definition: The variance of a random variable $X$ is defined as the expected value of the squared deviation from its expected value:
\[\label{eq:var} \mathrm{Var}(X) = \mathrm{E}\left[ (X-\mathrm{E}(X))^2 \right] \; .\]- Wikipedia (2020): "Variance"; in: Wikipedia, the free encyclopedia, retrieved on 2020-02-13; URL: https://en.wikipedia.org/wiki/Variance#Definition.
Metadata: ID: D12 | shortcut: var | author: JoramSoch | date: 2020-02-13, 19:55.